This case provides an analytical framework for analyzing hedge funds following academic literature as well as methodologies used by hedge fund managers. Furthermore, the case evaluates the performance of different hedge fund strategies in recent years, and it analyzes different risk-return measures of these strategies.

Hedge Funds, Alternative Investments, Linear Factor Models
Incae Business School
INCAE Cases
Incae Business School

Barbosa, F., & Raventós, P. (2017). Muon Capital Management (A): An Analytical Outlook on Hedge Funds (No. 31174). INCAE Cases. Incae Business School.